+546.6%
RMBS vs IBB
+130.8%
+415.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.9% |
| 7D | -8.4% | +0.8% | -9.2% | -8.5% |
| 30D | -24.9% | +5.2% | -30.0% | -27.5% |
| 3M | -15.8% | +8.6% | -24.4% | -21.6% |
| 6M | -37.5% | +27.8% | -65.3% | -49.8% |
| YTD | -12.1% | +28.8% | -40.9% | -29.4% |
| 1Y | -27.0% | +36.4% | -63.4% | -44.3% |
| 3Y | +28.8% | +89.3% | -60.5% | -23.3% |
| 5Y | +236.2% | +43.3% | +193.0% | +145.5% |
| 10Y | +546.6% | +130.6% | +416.0% | +253.1% |
| All | +546.6% | +130.8% | +415.8% | +253.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling